Strategy Tester Report
SeasonTrap 1.4
USGFX-Live (Build 1090)

СимволEURCAD (Euro vs Canadian Dollar)
Период15 Минут (M15) 2010.01.04 00:00 - 2015.12.31 19:45 (2010.01.04 - 2016.01.04)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыSettings01="====Служебные настройки===="; ExpertName="Season Trap v1.4"; Magic=0; MaxDayEnterLag=1; MaxDayExitLag=1; Settings02="====Закрывать сделки в пятницу===="; Friday_Close=true; Friday_Close_Hour=22; Settings03="====Настройки SL и TP===="; SL=1500; TPProc=200; Settings04="====Настройки ММ===="; FixLot=0.01; Risk=3; MoneyForMinLot=200; Settings05="====БУ===="; UseBE=true; BELevel=900; BEPlusPips=200; Settings06="====Прочие торговые настройки===="; UseComments=false; Settings07="====Расписание Sell===="; Settings08="====Время открытия / закрытия===="; HourOpenSell=10; HourCloseSell=1; Settings09="====Даты открытия / закрытия===="; sMonthOpen1=1; sDayOpen1=1; sMonthClose1=1; sDayClose1=17; sMonthOpen2=1; sDayOpen2=26; sMonthClose2=2; sDayClose2=6; sMonthOpen3=3; sDayOpen3=21; sMonthClose3=4; sDayClose3=8; sMonthOpen4=5; sDayOpen4=5; sMonthClose4=5; sDayClose4=27; sMonthOpen5=6; sDayOpen5=6; sMonthClose5=6; sDayClose5=11; sMonthOpen6=7; sDayOpen6=2; sMonthClose6=7; sDayClose6=8; sMonthOpen7=8; sDayOpen7=15; sMonthClose7=9; sDayClose7=10; sMonthOpen8=0; sDayOpen8=0; sMonthClose8=0; sDayClose8=0; sMonthOpen9=0; sDayOpen9=0; sMonthClose9=0; sDayClose9=0; sMonthOpen10=0; sDayOpen10=0; sMonthClose10=0; sDayClose10=0; sMonthOpen11=0; sDayOpen11=0; sMonthClose11=0; sDayClose11=0; sMonthOpen12=0; sDayOpen12=0; sMonthClose12=0; sDayClose12=0; sMonthOpen13=0; sDayOpen13=0; sMonthClose13=0; sDayClose13=0; sMonthOpen14=0; sDayOpen14=0; sMonthClose14=0; sDayClose14=0; sMonthOpen15=0; sDayOpen15=0; sMonthClose15=0; sDayClose15=0; sMonthOpen16=0; sDayOpen16=0; sMonthClose16=0; sDayClose16=0; sMonthOpen17=0; sDayOpen17=0; sMonthClose17=0; sDayClose17=0; sMonthOpen18=0; sDayOpen18=0; sMonthClose18=0; sDayClose18=0; sMonthOpen19=0; sDayOpen19=0; sMonthClose19=0; sDayClose19=0; sMonthOpen20=0; sDayOpen20=0; sMonthClose20=0; sDayClose20=0; Settings10="====Расписание Buy===="; Settings11="====Время открытия / закрытия===="; HourOpenBuy=10; HourCloseBuy=1; Settings12="====Даты открытия / закрытия===="; bMonthOpen1=1; bDayOpen1=16; bMonthClose1=1; bDayClose1=26; bMonthOpen2=2; bDayOpen2=14; bMonthClose2=2; bDayClose2=24; bMonthOpen3=3; bDayOpen3=16; bMonthClose3=3; bDayClose3=20; bMonthOpen4=9; bDayOpen4=13; bMonthClose4=9; bDayClose4=30; bMonthOpen5=10; bDayOpen5=9; bMonthClose5=10; bDayClose5=17; bMonthOpen6=11; bDayOpen6=6; bMonthClose6=11; bDayClose6=7; bMonthOpen7=11; bDayOpen7=20; bMonthClose7=12; bDayClose7=14; bMonthOpen8=0; bDayOpen8=0; bMonthClose8=0; bDayClose8=0; bMonthOpen9=0; bDayOpen9=0; bMonthClose9=0; bDayClose9=0; bMonthOpen10=0; bDayOpen10=0; bMonthClose10=0; bDayClose10=0; bMonthOpen11=0; bDayOpen11=0; bMonthClose11=0; bDayClose11=0; bMonthOpen12=0; bDayOpen12=0; bMonthClose12=0; bDayClose12=0; bMonthOpen13=0; bDayOpen13=0; bMonthClose13=0; bDayClose13=0; bMonthOpen14=0; bDayOpen14=0; bMonthClose14=0; bDayClose14=0; bMonthOpen15=0; bDayOpen15=0; bMonthClose15=0; bDayClose15=0; bMonthOpen16=0; bDayOpen16=0; bMonthClose16=0; bDayClose16=0; bMonthOpen17=0; bDayOpen17=0; bMonthClose17=0; bDayClose17=0; bMonthOpen18=0; bDayOpen18=0; bMonthClose18=0; bDayClose18=0; bMonthOpen19=0; bDayOpen19=0; bMonthClose19=0; bDayClose19=0; bMonthOpen20=0; bDayOpen20=0; bMonthClose20=0; bDayClose20=0;
Баров в истории149032Смоделировано тиков100064126Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (62)
Чистая прибыль729.07Общая прибыль901.70Общий убыток-172.62
Прибыльность5.22Матожидание выигрыша10.72
Абсолютная просадка6.62Максимальная просадка64.36 (34.66%)Относительная просадка34.66% (64.36)
Всего сделок68Короткие позиции (% выигравших)34 (67.65%)Длинные позиции (% выигравших)34 (73.53%)
Прибыльные сделки (% от всех)48 (70.59%)Убыточные сделки (% от всех)20 (29.41%)
Самая большаяприбыльная сделка63.33убыточная сделка-35.20
Средняяприбыльная сделка18.79убыточная сделка-8.63
Максимальное количествонепрерывных выигрышей (прибыль)16 (390.53)непрерывных проигрышей (убыток)2 (-38.82)
Макс.непрерывная прибыль (число выигрышей)390.53 (16)непрерывный убыток (число проигрышей)-38.82 (2)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.01.26 10:00sell10.011.495250.000000.00000
22010.01.26 10:00modify10.011.495251.645251.19525
32010.02.05 22:00close10.011.462341.645251.1952525.37125.37
42010.02.15 10:00buy20.011.429180.000000.00000
52010.02.15 10:00modify20.011.429181.279181.72918
62010.02.24 01:00close20.011.426111.279181.72918-3.02122.34
72010.03.16 10:00buy30.011.393120.000000.00000
82010.03.16 10:00modify30.011.393121.243121.69312
92010.03.19 22:00close30.011.375721.243121.69312-13.86108.49
102010.03.22 10:00sell40.011.374190.000000.00000
112010.03.22 10:00modify40.011.374191.524191.07419
122010.04.08 01:00close40.011.340591.524191.0741925.92134.41
132010.05.05 10:00sell50.011.330910.000000.00000
142010.05.05 10:00modify50.011.330911.480911.03091
152010.05.27 01:00close50.011.302171.480911.0309122.17156.58
162010.06.07 10:00sell60.011.270370.000000.00000
172010.06.07 10:00modify60.011.270371.420370.97037
182010.06.11 01:00close60.011.248441.420370.9703716.86173.45
192010.07.02 10:00sell70.011.325050.000000.00000
202010.07.02 10:00modify70.011.325051.475051.02505
212010.07.08 01:00close70.011.324021.475051.025050.70174.15
222010.08.16 10:00sell80.011.330140.000000.00000
232010.08.16 10:00modify80.011.330141.480141.03014
242010.09.10 01:00close80.011.311791.480141.0301414.15188.30
252010.09.13 10:00buy90.011.322350.000000.00000
262010.09.13 10:00modify90.011.322351.172351.62235
272010.09.30 01:00close90.011.405911.172351.6223563.33251.63
282011.01.17 10:00buy100.011.312690.000000.00000
292011.01.17 10:00modify100.011.312691.162691.61269
302011.01.26 01:00close100.011.364011.162691.6126939.03290.66
312011.01.26 10:00sell110.011.363150.000000.00000
322011.01.26 10:00modify110.011.363151.513151.06315
332011.02.04 22:00close110.011.342771.513151.0631515.67306.33
342011.02.14 10:00buy120.011.332290.000000.00000
352011.02.14 10:00modify120.011.332291.182291.63229
362011.02.24 01:00close120.011.359831.182291.6322920.45326.78
372011.03.16 10:00buy130.011.371980.000000.00000
382011.03.16 10:00modify130.011.371981.221981.67198
392011.03.18 22:00close130.011.395791.221981.6719818.06344.85
402011.03.21 10:00sell140.011.387140.000000.00000
412011.03.21 10:00modify140.011.387141.537141.08714
422011.04.08 01:00close140.011.371131.537141.0871412.32357.17
432011.05.05 10:00sell150.011.425900.000000.00000
442011.05.05 10:00modify150.011.425901.575901.12590
452011.05.27 01:00close150.011.384441.575901.1259032.00389.17
462011.06.06 10:00sell160.011.433250.000000.00000
472011.06.06 10:00modify160.011.433251.583251.13325
482011.06.10 22:00close160.011.402401.583251.1332523.76412.93
492011.08.15 10:00sell170.011.414260.000000.00000
502011.08.15 10:00modify170.011.414261.564261.11426
512011.09.09 22:00close170.011.361151.564261.1142641.01453.94
522011.09.13 10:00buy180.011.352990.000000.00000
532011.09.13 10:00modify180.011.352991.202991.65299
542011.09.30 01:00close180.011.408781.202991.6529941.86495.80
552011.10.10 10:00buy190.011.395740.000000.00000
562011.10.10 10:00modify190.011.395741.245741.69574
572011.10.17 01:00close190.011.400581.245741.695743.21499.01
582011.11.07 10:00buy200.011.398870.000000.00000
592011.11.07 10:00modify200.011.398871.248871.69887
602011.11.08 01:00close200.011.394401.248871.69887-3.62495.39
612011.11.21 10:00buy210.011.389550.000000.00000
622011.11.21 10:00modify210.011.389551.239551.68955
632011.12.14 01:00close210.011.345981.239551.68955-35.20460.20
642012.01.02 10:00sell220.011.318570.000000.00000
652012.01.02 10:00modify220.011.318571.468571.01857
662012.01.17 01:00close220.011.289061.468571.0185722.74482.94
672012.01.17 10:00buy230.011.292430.000000.00000
682012.01.17 10:00modify230.011.292431.142431.59243
692012.01.26 01:00close230.011.315991.142431.5924317.43500.37
702012.01.26 10:00sell240.011.311860.000000.00000
712012.01.26 10:00modify240.011.311861.461861.01186
722012.02.06 01:00close240.011.303961.461861.011866.02506.39
732012.02.14 10:00buy250.011.318680.000000.00000
742012.02.14 10:00modify250.011.318681.168681.61868
752012.02.24 01:00close250.011.333131.168681.6186810.33516.72
762012.03.16 10:00buy260.011.298740.000000.00000
772012.03.16 10:00modify260.011.298741.148741.59874
782012.03.20 01:00close260.011.306101.148741.598745.47522.19
792012.03.21 10:00sell270.011.311810.000000.00000
802012.03.21 10:00modify270.011.311811.461811.01181
812012.04.06 22:00close270.011.306281.461811.011814.21526.40
822012.06.06 10:00sell280.011.290840.000000.00000
832012.06.06 10:00modify280.011.290841.440840.99084
842012.06.11 01:00close280.011.292231.440840.99084-1.16525.24
852012.07.02 10:00sell290.011.286550.000000.00000
862012.07.02 10:00modify290.011.286551.436550.98655
872012.07.06 22:00close290.011.251051.436550.9865527.35552.60
882012.08.15 10:00sell300.011.223900.000000.00000
892012.08.15 10:00modify300.011.223901.373900.92390
902012.09.10 01:00close300.011.251691.373900.92390-21.52531.07
912012.09.13 10:00buy310.011.261070.000000.00000
922012.09.13 10:00modify310.011.261071.111071.56107
932012.09.28 22:00close310.011.262601.111071.561070.16531.23
942012.10.09 10:00buy320.011.261870.000000.00000
952012.10.09 10:00modify320.011.261871.111871.56187
962012.10.17 01:00close320.011.291371.111871.5618722.22553.45
972012.11.06 10:00buy330.011.271320.000000.00000
982012.11.06 10:00modify330.011.271321.121321.57132
992012.11.07 01:00close330.011.269791.121321.57132-1.34552.11
1002012.11.20 10:00buy340.011.275760.000000.00000
1012012.11.20 10:00modify340.011.275761.125761.57576
1022012.12.14 01:00close340.011.286611.125761.575766.69558.80
1032013.01.02 10:00sell350.011.308050.000000.00000
1042013.01.02 10:00modify350.011.308051.458051.00805
1052013.01.17 01:00close350.011.310301.458051.00805-1.80556.99
1062013.01.17 10:00buy360.011.316910.000000.00000
1072013.01.17 10:00modify360.011.316911.166911.61691
1082013.01.25 22:00close360.011.354091.166911.6169128.15585.14
1092013.02.14 10:00buy370.011.342530.000000.00000
1102013.02.14 10:00modify370.011.342531.192531.64253
1112013.02.22 22:00close370.011.345471.192531.642531.68586.82
1122013.03.21 10:00sell380.011.321660.000000.00000
1132013.03.21 10:00modify380.011.321661.471661.02166
1142013.04.08 01:00close380.011.323141.471661.02166-1.20585.61
1152013.05.06 10:00sell390.011.322140.000000.00000
1162013.05.06 10:00modify390.011.322141.472141.02214
1172013.05.27 01:00close390.011.335291.472141.02214-10.21575.40
1182013.06.06 10:00sell400.011.355860.000000.00000
1192013.06.06 10:00modify400.011.355861.505861.05586
1202013.06.11 01:00close400.011.351351.505861.055863.39578.79
1212013.07.02 10:00sell410.011.372500.000000.00000
1222013.07.02 10:00modify410.011.372501.522501.07250
1232013.07.08 01:00close410.011.357121.522501.0725011.79590.58
1242013.08.15 10:00sell420.011.370130.000000.00000
1252013.08.15 10:00modify420.011.370131.520131.07013
1262013.09.10 01:00close420.011.375681.520131.07013-4.34586.25
1272013.09.13 10:00buy430.011.374290.000000.00000
1282013.09.13 10:00modify430.011.374291.224291.67429
1292013.09.30 01:00close430.011.391401.224291.6742912.20598.44
1302013.10.09 10:00buy440.011.403430.000000.00000
1312013.10.09 10:00modify440.011.403431.253431.70343
1322013.10.17 01:00close440.011.397041.253431.70343-5.67592.78
1332013.11.06 10:00buy450.011.411660.000000.00000
1342013.11.06 10:00modify450.011.411661.261661.71166
1352013.11.07 01:00close450.011.408571.261661.71166-2.67590.10
1362013.11.20 10:00buy460.011.416790.000000.00000
1372013.11.20 10:00modify460.011.416791.266791.71679
1382013.12.13 22:00close460.011.455321.266791.7167928.15618.25
1392014.01.02 10:00sell470.011.459590.000000.00000
1402014.01.02 10:00modify470.011.459591.609591.15959
1412014.01.17 01:00close470.011.489131.609591.15959-22.90595.36
1422014.01.17 10:00buy480.011.488080.000000.00000
1432014.01.17 10:00modify480.011.488081.338081.78808
1442014.01.24 22:00close480.011.514161.338081.7880819.63614.99
1452014.01.27 10:00sell490.011.514850.000000.00000
1462014.01.27 10:00modify490.011.514851.664851.21485
1472014.02.06 01:00close490.011.500201.664851.2148511.25626.23
1482014.02.14 10:00buy500.011.501970.000000.00000
1492014.02.14 10:00modify500.011.501971.351971.80197
1502014.02.24 01:00close500.011.526671.351971.8019718.51644.74
1512014.03.17 10:00buy510.011.539900.000000.00000
1522014.03.17 10:00modify510.011.539901.389901.83990
1532014.03.20 01:00close510.011.553681.389901.8399010.24654.98
1542014.03.21 10:00sell520.011.548020.000000.00000
1552014.03.21 10:00modify520.011.548021.698021.24802
1562014.04.08 01:00close520.011.508831.698021.2480230.22685.20
1572014.05.05 10:00sell530.011.520770.000000.00000
1582014.05.05 10:00modify530.011.520771.670771.22077
1592014.05.27 01:00close530.011.482001.670771.2207729.91715.11
1602014.06.06 10:00sell540.011.489230.000000.00000
1612014.06.06 10:00modify540.011.489231.639231.18923
1622014.06.11 01:00close540.011.477311.639231.189239.12724.22
1632014.07.02 10:00sell550.011.453440.000000.00000
1642014.07.02 10:00modify550.011.453441.603441.15344
1652014.07.08 01:00close550.011.454221.603441.15344-0.69723.54
1662014.08.15 10:00sell560.011.457450.000000.00000
1672014.08.15 10:00modify560.011.457451.607451.15745
1682014.09.10 01:00close560.011.421221.607451.1574527.95751.49
1692014.10.09 10:00buy570.011.417860.000000.00000
1702014.10.09 10:00modify570.011.417861.267861.71786
1712014.10.17 01:00close570.011.442191.267861.7178618.23769.72
1722014.11.06 10:00buy580.011.425550.000000.00000
1732014.11.06 10:00modify580.011.425551.275551.72555
1742014.11.07 01:00close580.011.414521.275551.72555-8.69761.03
1752014.11.20 10:00buy590.011.421790.000000.00000
1762014.11.20 10:00modify590.011.421791.271791.72179
1772014.12.12 22:00close590.011.439941.271791.7217912.59773.61
1782015.01.02 10:00sell600.011.404300.000000.00000
1792015.01.02 10:00modify600.011.404301.554301.10430
1802015.01.16 22:00close600.011.385811.554301.1043014.22787.83
1812015.01.26 10:00sell610.011.397840.000000.00000
1822015.01.26 10:00modify610.011.397841.547841.09784
1832015.02.06 01:00close610.011.427161.547841.09784-22.73765.10
1842015.03.16 10:00buy620.011.345480.000000.00000
1852015.03.16 10:00modify620.011.345481.195481.64548
1862015.03.20 01:00close620.011.355451.195481.645487.24772.34
1872015.05.05 10:00sell630.011.344710.000000.00000
1882015.05.05 10:00modify630.011.344711.494711.04471
1892015.05.27 01:00close630.011.352051.494711.04471-5.73766.61
1902015.07.02 10:00sell640.011.394140.000000.00000
1912015.07.02 10:00modify640.011.394141.544141.09414
1922015.07.08 01:00close640.011.398301.544141.09414-3.31763.30
1932015.09.14 10:00buy650.011.504360.000000.00000
1942015.09.14 10:00modify650.011.504361.354361.80436
1952015.09.30 01:00close650.011.510401.354361.804363.58766.89
1962015.10.09 10:00buy660.011.464590.000000.00000
1972015.10.09 10:00modify660.011.464591.314591.76459
1982015.10.16 22:00close660.011.468611.314591.764592.58769.47
1992015.11.06 10:00buy670.011.432340.000000.00000
2002015.11.06 10:00modify670.011.432341.282341.73234
2012015.11.06 22:00close670.011.428641.282341.73234-2.96766.51
2022015.11.20 10:00buy680.011.423790.000000.00000
2032015.11.20 10:00modify680.011.423791.273791.72379
2042015.12.14 01:00close680.011.506561.273791.7237962.57829.07